-21.0%
TSLQ vs GWRE
-24.5%
+3.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.9% | +0.5% | +7.2% |
| 7D | +9.8% | +2.2% | +7.6% | +10.1% |
| 30D | -6.0% | +4.5% | -10.6% | -5.1% |
| 3M | -35.0% | +6.4% | -41.4% | -34.6% |
| 6M | -24.9% | +18.8% | -43.8% | -24.8% |
| YTD | -12.7% | -15.1% | +2.5% | -17.9% |
| 1Y | -21.0% | -23.4% | +2.4% | -28.4% |
| All | -21.0% | -24.5% | +3.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling